Continuous functions whose level sets are orthogonal to all polynomials of a given degree
Let \(w(t)\) be a continuous probability density on \({\mathbb{R}}\) with finite absolute \(k\)-th moment. Let \({\mathcal P}_ k\) be the subspace of \(L_ 2({\mathbb{R}},{\mathcal B},w(t)dt)\) spanned by the polynomials of degree \(k\). We establish the existence of a continuous function \(G(t)\) for which \(1_{\{t:G(t)\leq s\}}-\int_{\{G(t)\leq s\}}w(t)dt\) is orthogonal to \({\mathcal P}_ k\) for all \(s\). We apply this result to the Gaussian density \(w(x)={1\over\sqrt{2\pi}}e^{-x^ 2/2}\). Then we can establish the existence of a long-range dependent stationary process \(Y_ j=G(X_ j)\), where \(X_ j\) is a stationary Gaussian process, such that the \((Y_ j)\) process has empirical Hermite rank at least \(k\) [see authors, Ann. Stat. 17, No. 4, 1767-1783 (1989; Zbl 0696.60032)].
- Publication:4720562
- Some stochastic processes related to random density functions
- The empirical process of a short-range dependent stationary sequence under Gaussian subordination
- The empirical process of some long-range dependent sequences with an application to U-statistics
- Density convergence in the Breuer-Major theorem for Gaussian stationary sequences
This page was built for publication: Continuous functions whose level sets are orthogonal to all polynomials of a given degree
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1207366)
